Results 51 to 60 of about 5,076 (206)
Sustainable Development, EarlyView.ABSTRACT This paper examines the nexus between financial markets (FM), mineral resources, and global energy transitions (ET) between 1990 and 2023 in the 20 leading countries exporting mineral resources, focusing on their impact on environmental sustainability.
Hamza Akram +5 more
wiley +1 more source
Fractional Cointegration Analysis of Securitized Real Estate [PDF]
SSRN Electronic Journal, 2009 This paper uses fractional cointegration analysis to examine whether long-run relations exist between securitized real estate returns and three sets of variables frequently used in the literature as the factors driving securitized real estate returns. That is, we examine whether such relationships are characterized by long memory (long-range dependence)
Serrano, Camilo, Hoesli, Martin
openaire +3 more sources
Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data [PDF]
Managing Global Transitions, 2013 This paper is concerned with a dependence analysis of returns, return volatility and trading volume for five companies listed on the Vienna Stock Exchange and five from theWarsaw Stock Exchange. Taking into account high frequency data for these companies,
Piotr Gurgul, Robert Syrek
doaj
Pass‐Through of Cocoa Prices Along the Supply Chain: What's Left for Farmers in Côte d'Ivoire?
Journal of Agricultural Economics, EarlyView.ABSTRACT Most cocoa farmers in Côte d'Ivoire are trapped in a cycle of poverty and farming practices that degrade the environment. This paper aims to provide an in‐depth understanding of the price formation process for cocoa at each stage of the supply chain in the world's largest cocoa‐producing country.
Kathrin Kaestner +2 more
wiley +1 more source
Fractional Integration and Cointegration in US Financial Time Series Data [PDF]
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Guglielmo Maria Caporale +1 more
core +3 more sources
Bayesian Tapered Narrowband Least Squares for Fractional Cointegration Testing in Panel Data
MathematicsFractional cointegration has been extensively examined in time series analysis, but its extension to heterogeneous panel data with unobserved heterogeneity and cross-sectional dependence remains underdeveloped.
Oyebayo Ridwan Olaniran +4 more
doaj +1 more source
Business Ethics, the Environment &Responsibility, EarlyView.ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani +2 more
wiley +1 more source
Root--consistent estimation of weak fractional cointegration [PDF]
Journal of Econometrics, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Javier Hualde, Peter M Robinson
openaire +4 more sources
Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi DergisiThis study empirically analyzes the relationship between carbon emissions, one of the most important indicators of environmental pollution, and financial development.
Havanur Ergün Tatar, Hamza Çeştepe
doaj +1 more source
Estimating Environmental Kuznets Curve Using Fractional Co-integration Method [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2013 Since the first inception in 1992 that the debate was started on the relationship between environment and growth, the Environmental Kuznets Curve hypothesis has been subject of intense scrutiny.
saeed samadi, naser yarmohammadian
doaj